I always thought of Conceptual Grandness as being whether somewhere feels like a single, interconnected logically location with a feeling of scale even if you can't see all of it.

For example if you have a cave which has several offshoots, some of which you may not be able to pass, yet you can see that they lead on somewhere - perhaps even a place you will end up later, thus enhancing the one-locale feel. Or if you have a base, you may have doors that you can't open but you have the idea in your head that there is more behind there even if the author hasn't actually built anything behind it.